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Kaplan-Meier confidence bands #23
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Simultaneous confidence bands are not the same as pointwise confidence intervals. |
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I think it would be good to add the ability to produce confidence bands in addition to the pointwise confidence intervals, at least for the Kaplan-Meier method.
The SAS PROC LIFETEST documentation is pretty thorough here (discussion starting ~pg 5155). There are some packages elsewhere that have pre-computed the appropriate critical values for some of the methods, so that legwork is already out there.
This would probably be a good first issue for someone.
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